+82.7%
WULF vs ABT
+201.3%
-118.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +3.9% |
| 7D | +1.4% | -5.9% | +7.3% | +2.4% |
| 30D | -2.6% | -8.1% | +5.5% | -1.4% |
| 3M | -34.0% | +14.5% | -48.5% | -36.3% |
| 6M | +10.0% | -6.3% | +16.3% | +10.9% |
| YTD | +45.7% | -17.1% | +62.8% | +50.5% |
| 1Y | +57.3% | -21.4% | +78.7% | +64.2% |
| 3Y | +878.9% | +5.9% | +873.0% | +823.5% |
| 5Y | -28.3% | -12.8% | -15.5% | -29.7% |
| All | +82.7% | +201.3% | -118.6% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling